THE STRUCTURE OF STRUCTURED BOND PORTFOLIO MODELS
成果类型：
Article
署名作者：
ZIPKIN, P
刊物名称：
OPERATIONS RESEARCH
ISSN/ISSBN：
0030-364X
DOI：
10.1287/opre.40.1.S157
发表日期：
1992
页码：
S157-S169
关键词：
摘要：
Over the past decade, optimization models have been widely used to help select bond portfolios. Several different formulations are popular. The purposes of this paper are to clarify the basic structures of the models, to explain the relationships among them, and to assess their strengths and weaknesses.